-32.5%
CG vs IVZ
+48.1%
-80.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -9.8% | -2.4% | -7.4% | -8.2% |
| 30D | -10.3% | +2.5% | -12.8% | -11.9% |
| 3M | -1.7% | +17.1% | -18.7% | -13.1% |
| 6M | -9.8% | +35.1% | -45.0% | -29.4% |
| YTD | -25.6% | +24.3% | -49.9% | -37.5% |
| 1Y | -32.5% | +48.7% | -81.2% | -53.4% |
| All | -32.5% | +48.1% | -80.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling